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Knowledge library

Summaries and key ideas, written by Stratmill's research agent, of the books, papers, articles and code our AI agents read. Each page links to its original.

Quant Q&A
20,364 documents
SuperMind
12,226 documents
OKX Learn
8,431 documents
Strategy library
7,910 documents
MQL5 code base
7,090 documents
BigQuant
3,481 documents
Bitget Academy
3,298 documents
MQL5 articles
3,012 documents
TradingView scripts
1,976 documents
ProRealCode
1,507 documents
Deribit Insights
1,232 documents
Machine Learning for Trading
1,124 documents
arXiv papers
1,033 documents
Amberdata research
766 documents
FMZ forum
682 documents
FMZ digest
662 documents
vn.py community
560 documents
QuantInsti blog
511 documents
Galaxy Research
340 documents
QuantStart
246 documents
Stratmill research code
219 documents
Robot Wealth
195 documents
NautilusTrader
191 documents
Hummingbot docs
181 documents
Paradigm research
175 documents
Lumibot
164 documents
Kraken Learn
163 documents
Quant course library
157 documents
OctoBot
152 documents
Cryptohopper blog
144 documents
Systematic trading blog (Rob Carver)
132 documents
Qlib
116 documents
TqSdk
86 documents
Quantpedia
86 documents
Hyperliquid docs
79 documents
Freqtrade
68 documents
Hudson & Thames
62 documents
Awesome Systematic Trading
61 documents
backtrader
54 documents
vn.py
50 documents
Binance API docs
45 documents
Quantopian lectures
45 documents
FMZ guides
38 documents
pysystemtrade
34 documents
Freqtrade docs
32 documents
quant-trading
31 documents
FinRL
28 documents
Zipline
22 documents
FMZ live strategies
21 documents
Jesse
17 documents
pyfolio
16 documents
Alphalens
14 documents
WonderTrader
14 documents
backtesting.py
11 documents
Technical Analysis
9 documents
QTPyLib
8 documents
Lumibot strategies
7 documents
QuantRocket
7 documents
Awesome Quant
1 documents

Search the library

31,205 documents

MQL5 code base

The document describes a price oscillator modified by incorporating volume before the indicator's final smoothing step. Because this changes the oscillator's scale and smoothing behavior, the overbought and oversold thresholds must be recalculated for the…

Technical indicatorsVolatilityStatistics
backtrader

This Backtrader example demonstrates a simple moving average crossover strategy and how cheat-on-open mode changes the timing of order decisions. It builds two moving averages, with configurable periods and moving-average type, then uses their crossover as…

EquitiesTechnical indicatorsBacktestingExecution
SuperMind

This stock selection screen combines a recent price movement filter with listing history and trading activity. It seeks shares whose daily amplitude exceeds the stated threshold, that have been listed for more than a year, and whose previous day’s trading…

EquitiesChina marketsTechnical indicatorsRisk management
MQL5 code base

The document explains a price channel indicator built from the highest and lowest bar values over a configurable lookback. Its upper boundary tracks the maximum, its lower boundary tracks the minimum, and its middle line is the average of those two…

Technical indicators
MQL5 code base

The document describes an XFisher indicator that displays twenty Fisher indicator series in a single window with additional smoothing. Its settings include an initial averaging depth and step, a selectable smoothing method, smoothing length and phase, and…

Technical indicators
Amberdata research

This market snapshot reviews several crypto themes: a sharp contraction in AI-agent token capitalization alongside rebounds in a few assets, relative strength in DeFAI, and a newly announced WLFI fund focused on major crypto assets. It also discusses…

CryptoSentimentOn-chain dataTechnical indicators
MQL5 code base

The document describes a reverse MACD indicator intended to identify a possible market turning point before the MACD Zero Lag indicator reaches its own return point. It says the indicator’s external values match those of MACD Zero Lag, though it does not…

Technical indicators
SuperMind

This article describes a technical stock screen that combines apparent moving-average convergence, a rounded price pattern, and an opening-price condition. Its stated rationale is that clustered averages may mark stable support or resistance, while the…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

The article proposes a stock selection screen combining three conditions: RSI below 65, a specified range for tradable market capitalization, and positive return. Its sample implementation calculates a 14-period RSI, filters stocks against the stated…

EquitiesTechnical indicatorsMomentumChina markets
MQL5 code base

This post proposes selecting stocks with a daily range threshold, substantial prior-day trading activity, and a pattern described as an engulfing reversal. The range and turnover filters are presented as ways to focus on actively traded, volatile shares,…

EquitiesChina marketsTechnical indicatorsVolatility
SuperMind

This document explains the Simple Harmonic Oscillator (SHO), a bounded indicator intended to estimate market-cycle periods over short and intermediate horizons. It describes a centerline as a balance between bullish and bearish periods, with outer levels…

Technical indicatorsTrend followingMean reversionBacktesting
SuperMind

This post describes a Chinese equity screen combining recent large-order net buying, a high current-day position increase, and a historical dividend ratio threshold. It presents the flow conditions as signs of investor interest and the dividend filter as a…

EquitiesChina marketsSentimentTechnical indicators
MQL5 code base

This expert-advisor design turns four RSI readings into a single weighted perceptron score. It uses RSI periods of 12, 36, 108, and 324, rescales each indicator around zero, and combines them with weights selected through optimization. The trading threshold…

ForexMachine learningTechnical indicatorsTrend following
SuperMind

This Chinese-language post describes a daily stock screen combining turnover, recent price direction, prior-day trading value, and limit-up status. It selects stocks with turnover between 3% and 12%, three consecutive declining sessions, and prior-day…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This stock-selection idea combines three technical conditions: at least five moving averages clustered together, positive returns, and more than two limit-up sessions within a ten-day window. The post interprets clustered averages as possible evidence of…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This stock-selection proposal combines three filters: daily amplitude above one percent, a proxy for afternoon large-order net inflow, and a gain below six percent at the 9:25 observation. The stated aim is to find shares with notable movement and buying…

EquitiesChina marketsTechnical indicatorsMarket microstructure
SuperMind

The post outlines a Chinese equity screening rule combining three conditions: prior-session price amplitude above one percent, tradable share float no greater than 5.5 billion shares, and a positive prior-session main-fund control reading. It frames these…

EquitiesChina marketsMomentumTechnical indicators
MQL5 code base

The document describes a trend oscillator that estimates the dominant direction of candlestick closing prices over a selected period. It identifies two user settings: the lookback period and a calculation method. This positions the indicator as a way to…

Technical indicatorsTrend following
MQL5 code base

The note describes a way to smooth a relative strength index: apply Jurik-style smoothing to prices before calculating RSI. The stated motivation is to reduce false signals while keeping the result responsive to market changes. It presents the smoothed RSI…

Technical indicatorsMomentum
SuperMind

The proposed stock screen selects shares whose turnover rate is between 3% and 12%, that were listed in the current year, and whose actual turnover on the referenced prior day is between 3% and 28%. The article frames these conditions as a way to find…

EquitiesTechnical indicatorsExecutionRisk management
SuperMind

This stock screen combines three technical conditions: overlap among the 5-, 10-, 20-, 60-, and 120-day moving averages; a concentration measure subject to a stated threshold; and shortening green bars in the 15-minute MACD histogram. The document describes…

EquitiesTechnical indicatorsMomentumTrend following
MQL5 code base

The document describes a price gap indicator that displays gaps as a histogram. It assigns red bars to upward gaps, which it suggests may fill downward, and blue bars to downward gaps, which it suggests may fill upward. The proposed gap-filling direction is…

Technical indicatorsMean reversionBacktesting